- Location
- Who knows?
That wasn't meant as a joke. Robert might be seriously considering to make a run for it and his options are becoming fewer every day. Sellsword in Essos is out and the Nightwatch would be suicide.
From his perspective, what's there left? The court is filled with nervous people who thought the Lannisters are a safe bet, with everyone else staying away for some inexplicable reason. He doesn't love his kids and hates his wife. His father figure just died. He is estranged from his brothers.
The only one left is Ned and he might be thinking that bringing him to Kings Landing might just result in him too having a very tragic and very unforeseeable accident.
Either this or he is slowly going crazy with hatred in his isolation.
I don't actually see Robert thinking of or being concerned about the bolded. After all, Bloodraven did his best to make Jon Arryn's death look and divine as compeltely natural and in canon he still went to Ned despite the fact that Arryn's death there was 100% more suspicious looking. I'd say the worse his mental state is the more likely it is he reaches out to his best buddy back from the last time of his life he was truely happy most of the time.